Index by author
Summer 2016; Volume 11,Issue 3
B
Blocher, Jesse
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006
Bruce, Brian R.
- You have accessEditor’s LetterBrian R. BruceThe Journal of Trading Summer 2016, 11 (3) 1; DOI: https://doi.org/10.3905/jot.2016.11.3.001
C
Cooper, Rick
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006
J
Jha, Vinesh
- You have accessTiming Equity Quant Positions with Short-Horizon AlphasVinesh JhaThe Journal of Trading Summer 2016, 11 (3) 53-59; DOI: https://doi.org/10.3905/jot.2016.11.3.053
K
Kashyap, Ravi
- You have accessHong Kong–Shanghai Connect/Hong Kong–Beijing Disconnect? Scaling the Great Wall of Chinese Securities Trading CostsRavi KashyapThe Journal of Trading Summer 2016, 11 (3) 81-134; DOI: https://doi.org/10.3905/jot.2016.11.3.081
L
Laipply, Stephen
- You have accessToward Greater Transparency and Efficiency in
Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032
Le, Steven V.
- You have accessPre-Event Trading Based on Value Line’s Weekly Rank-Change AnnouncementsYing Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. LeThe Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061
Li, Jiasun
- You have accessSlow Price Adjustment to Public News in After-Hours TradingJiasun LiThe Journal of Trading Summer 2016, 11 (3) 16-31; DOI: https://doi.org/10.3905/jot.2016.11.3.016
Liew, Rong Qi
- You have accessPairs Trading with CopulasWenjun Xie, Rong Qi Liew, Yuan Wu and Xi ZouThe Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041
M
Madhavan, Ananth
- You have accessToward Greater Transparency and Efficiency in
Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032
P
Prombutr, Wikrom
- You have accessPre-Event Trading Based on Value Line’s Weekly Rank-Change AnnouncementsYing Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. LeThe Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061
S
Seddon, Jonathan
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006
Sobczyk, Aleksander
- You have accessToward Greater Transparency and Efficiency in
Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032
T
Tang, Hongfei
- You have accessPre-Event Trading Based on Value Line’s Weekly Rank-Change AnnouncementsYing Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. LeThe Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061
V
Vliet, Ben Van
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006
W
Wu, Yuan
- You have accessPairs Trading with CopulasWenjun Xie, Rong Qi Liew, Yuan Wu and Xi ZouThe Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041
X
Xie, Wenjun
- You have accessPairs Trading with CopulasWenjun Xie, Rong Qi Liew, Yuan Wu and Xi ZouThe Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041
Z
Zhang, Ying
- You have accessPre-Event Trading Based on Value Line’s Weekly Rank-Change AnnouncementsYing Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. LeThe Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061
Zou, Xi
- You have accessPairs Trading with CopulasWenjun Xie, Rong Qi Liew, Yuan Wu and Xi ZouThe Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041
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